Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.316648 | -2.4527 | 0.008551 |
2 | 0.190318 | 1.4742 | 0.072829 |
3 | 0.087479 | 0.6776 | 0.250311 |
4 | -0.029326 | -0.2272 | 0.410538 |
5 | 0.0762 | 0.5902 | 0.278621 |
6 | -0.071919 | -0.5571 | 0.289772 |
7 | -0.176453 | -1.3668 | 0.088394 |
8 | -0.052345 | -0.4055 | 0.343289 |
9 | -0.043459 | -0.3366 | 0.368785 |
10 | -0.229343 | -1.7765 | 0.040361 |
11 | 0.180567 | 1.3987 | 0.08353 |
12 | -0.426667 | -3.3049 | 0.000803 |
13 | 0.112805 | 0.8738 | 0.192861 |
14 | -0.002853 | -0.0221 | 0.49122 |
15 | -0.010012 | -0.0776 | 0.469221 |
16 | 0.012634 | 0.0979 | 0.461183 |
17 | 0.06757 | 0.5234 | 0.301313 |
18 | 0.170223 | 1.3185 | 0.096167 |
19 | 0.032824 | 0.2543 | 0.400084 |
20 | 0.032033 | 0.2481 | 0.40244 |
21 | 0.136064 | 1.0539 | 0.148066 |
22 | -0.040764 | -0.3158 | 0.376642 |
23 | 0.155522 | 1.2047 | 0.116531 |
24 | -0.082881 | -0.642 | 0.261662 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.316648 | -2.4527 | 0.008551 |
2 | 0.100087 | 0.7753 | 0.220613 |
3 | 0.194678 | 1.508 | 0.068405 |
4 | 0.034243 | 0.2652 | 0.395865 |
5 | 0.030075 | 0.233 | 0.408293 |
6 | -0.07043 | -0.5455 | 0.293699 |
7 | -0.272883 | -2.1137 | 0.019352 |
8 | -0.22221 | -1.7212 | 0.045181 |
9 | -0.03703 | -0.2868 | 0.387614 |
10 | -0.184094 | -1.426 | 0.079527 |
11 | 0.150914 | 1.169 | 0.123518 |
12 | -0.295596 | -2.2897 | 0.012786 |
13 | -0.176761 | -1.3692 | 0.088022 |
14 | -0.025235 | -0.1955 | 0.422844 |
15 | 0.066028 | 0.5115 | 0.305455 |
16 | -0.051199 | -0.3966 | 0.346539 |
17 | 0.024828 | 0.1923 | 0.424073 |
18 | 0.206611 | 1.6004 | 0.057381 |
19 | -0.024439 | -0.1893 | 0.425247 |
20 | -0.196181 | -1.5196 | 0.06693 |
21 | 0.125377 | 0.9712 | 0.167682 |
22 | -0.131384 | -1.0177 | 0.156455 |
23 | 0.244204 | 1.8916 | 0.031687 |
24 | -0.070411 | -0.5454 | 0.293751 |